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License: Other

Rust 99.46% Shell 0.54%

cow-dex-solver's Introduction

DEX COW SOLVER - a demo solver

Logic of the solver:

For each order, it requests the best trading route on paraswap and decomposes it into subpath trades
From the all the subpath trades, it identifies possible cows on the subpath and trades the cows internally against each other.
Then all the left over volume from the subtrades that don’t fit into a cow is settled against 0x.
Try to remove all subpath trades from zeroEx with buffer trades In between, it can fail on many steps, e.g. if the subtrades build a ring, it can’t deal with it.

How to use it:

Start the server by running:

cargo run

then post requests to it like:

curl -vX POST "http://127.0.0.1:8000/solve" -H  "accept: application/json" -H  "Content-Type: application/json" --data "@$PWD/data/test.json"

Alternatively, the code can also be run via docker:

Running api

docker build -t cowdexsolver -f docker/Dockerfile.binary .
docker run -p8000:8000 -ti cowdexsolver cowdexsolver --bind-address 0.0.0.0:8000

How to run simulations together with the cowswap official driver:

In order to see how the solutions would be submitted, which exact settlements would be build with the provided solutions and in order to investigate the settlements-simulations in tenderly, you can follow the following steps:

Prepare driver code:

Run the following commands to get the cowswap driver repo

git clone [email protected]:gnosis/gp-v2-services.git
cd gp-v2-services

and then start the driver by:

export INFURA_KEY=<your infura key>

cargo run -p solver --  --orderbook-url https://protocol-mainnet.gnosis.io \
   --node-url "https://mainnet.infura.io/v3/$INFURA_KEY" \
  --cow-dex-ag-solver-url "http://127.0.0.1:8000" \
  --solver-account 0xa6DDBD0dE6B310819b49f680F65871beE85f517e \
  --solvers CowDexAg \
  --transaction-strategy DryRun

This will start the driver.

Then you want to start the cowDexAg solver by running from this repo:

cargo run

Now, the driver should supply current open orders from production to the cowDexAg solver and the solver will find a solution and returning it back to the driver.

cow-dex-solver's People

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cow-dex-solver's Issues

linker error during build on macos

Hi,

I ran cargo build on my macos and got the following error:

➜  cow-dex-solver git:(main) cargo build
   Compiling ethcontract-derive v0.15.3
error: linking with `cc` failed: exit status: 1
  |
  = note: "cc" "-m64" "-arch" "x86_64" "/Users/...
...
  = note: ld: reference to symbol (which has not been assigned an address) __ZN4curl4init9INIT_CTOR17h32bbb45c3dd2c85aE in '__ZN4curl4init17h65fffcaa4ea77c83E' from /Users/david/projects/crypto/cow-dex-solver/target/debug/deps/libcurl-4fcdd02a82e2cd5f.rlib(curl-4fcdd02a82e2cd5f.curl.779571c0-cgu.15.rcgu.o) for architecture x86_64
          clang: error: linker command failed with exit code 1 (use -v to see invocation)


error: could not compile `ethcontract-derive` due to previous error

Any ideas what's the issue / how to fix?

Fix Flacky Test Due to Lack Of HashMap Ordering Guarantees.

Hashmap makes no guarantees about order which includes not guaranteeing true randomness which means we could loop forever. I'm wondering if you could refactor the input to that function in a way that makes it deterministic.
For example instead of &HashMap<(H160, H160), (U256, U256)> there could be

struct SingleInput {
    token0: H160,
    token1: H160,
    sell0Buy1Amounts: Option<(U256, U256)>,
    sell1Buy0Amounts: Option<(U256, U256)>,
}

(can probably make it nicer)

and the function takes an iterator of these. This should work because the function only ever looks at a pair and the reverse together.

Originally posted by @vkgnosis in #28 (comment)

Runtime Panic in Slippage Computation

There appears to be a runtime panic introduced in the slippage computation:

2022-11-04T12:38:43.557Z ERROR cowdexsolver::tracing_helper: thread 'tokio-runtime-worker' panicked at 'denominator == 0', /root/.cargo/registry/src/github.com-1ecc6299db9ec823/num-rational-0.4.0/src/lib.rs:132:13:
thread 'tokio-runtime-worker' panicked at 'denominator == 0', /root/.cargo/registry/src/github.com-1ecc6299db9ec823/num-rational-0.4.0/src/lib.rs:132:13
stack backtrace:
   0: std::panicking::begin_panic
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/panicking.rs:616:12
   1: num_rational::Ratio<T>::reduce
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/num-rational-0.4.0/src/lib.rs:132:13
   2: num_rational::Ratio<T>::new
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/num-rational-0.4.0/src/lib.rs:105:9
   3: <num_rational::Ratio<T> as core::ops::arith::Div<T>>::div
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/num-rational-0.4.0/src/lib.rs:739:9
   4: <num_rational::Ratio<T> as core::ops::arith::Div<&T>>::div
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/num-rational-0.4.0/src/lib.rs:666:17
   5: cowdexsolver::slippage::SlippageCalculator::compute_inner
             at ./usr/src/cowdexsolver/src/slippage.rs:108:67
   6: cowdexsolver::slippage::SlippageCalculator::compute
             at ./usr/src/cowdexsolver/src/slippage.rs:78:36
   7: cowdexsolver::slippage::SlippageContext::relative
             at ./usr/src/cowdexsolver/src/slippage.rs:41:12
   8: cowdexsolver::solve::get_swaps_for_left_over_amounts::{{closure}}::{{closure}}::{{closure}}
             at ./usr/src/cowdexsolver/src/solve.rs:394:42
   9: <core::future::from_generator::GenFuture<T> as core::future::future::Future>::poll
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/core/src/future/mod.rs:91:19
  10: <futures_util::future::maybe_done::MaybeDone<Fut> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/futures-util-0.3.21/src/future/maybe_done.rs:95:38
  11: <futures_util::future::join_all::JoinAll<F> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/futures-util-0.3.21/src/future/join_all.rs:143:24
  12: cowdexsolver::solve::get_swaps_for_left_over_amounts::{{closure}}
             at ./usr/src/cowdexsolver/src/solve.rs:407:48
  13: <core::future::from_generator::GenFuture<T> as core::future::future::Future>::poll
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/core/src/future/mod.rs:91:19
  14: cowdexsolver::solve::solve::{{closure}}
             at ./usr/src/cowdexsolver/src/solve.rs:131:14
  15: <core::future::from_generator::GenFuture<T> as core::future::future::Future>::poll
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/core/src/future/mod.rs:91:19
  16: cowdexsolver::api::solve::get_solve::{{closure}}::{{closure}}
             at ./usr/src/cowdexsolver/src/api/solve.rs:76:66
  17: <core::future::from_generator::GenFuture<T> as core::future::future::Future>::poll
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/core/src/future/mod.rs:91:19
  18: <F as futures_core::future::TryFuture>::try_poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/futures-core-0.3.21/src/future.rs:82:9
  19: <warp::filter::and_then::State<T,F> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/warp-0.3.2/src/filter/and_then.rs:99:44
  20: <warp::filter::and_then::AndThenFuture<T,F> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/warp-0.3.2/src/filter/and_then.rs:74:9
  21: <F as futures_core::future::TryFuture>::try_poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/futures-core-0.3.21/src/future.rs:82:9
  22: <warp::filter::recover::RecoverFuture<T,F> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/warp-0.3.2/src/filter/recover.rs:91:65
  23: <F as futures_core::future::TryFuture>::try_poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/futures-core-0.3.21/src/future.rs:82:9
  24: <warp::filters::cors::internal::WrappedFuture<F> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/warp-0.3.2/src/filters/cors.rs:578:26
  25: <futures_util::future::either::Either<A,B> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/futures-util-0.3.21/src/future/either.rs:90:33
  26: <F as futures_core::future::TryFuture>::try_poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/futures-core-0.3.21/src/future.rs:82:9
  27: <warp::filter::service::FilteredFuture<F> as core::future::future::Future>::poll::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/warp-0.3.2/src/filter/service.rs:128:40
  28: scoped_tls::ScopedKey<T>::set
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/scoped-tls-1.0.0/src/lib.rs:137:9
  29: warp::route::set
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/warp-0.3.2/src/route.rs:16:5
  30: <warp::filter::service::FilteredFuture<F> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/warp-0.3.2/src/filter/service.rs:128:15
  31: <hyper::proto::h1::dispatch::Server<S,hyper::body::body::Body> as hyper::proto::h1::dispatch::Dispatch>::poll_msg
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/proto/h1/dispatch.rs:491:35
  32: hyper::proto::h1::dispatch::Dispatcher<D,Bs,I,T>::poll_write
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/proto/h1/dispatch.rs:297:43
  33: hyper::proto::h1::dispatch::Dispatcher<D,Bs,I,T>::poll_loop
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/proto/h1/dispatch.rs:161:21
  34: hyper::proto::h1::dispatch::Dispatcher<D,Bs,I,T>::poll_inner
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/proto/h1/dispatch.rs:137:16
  35: hyper::proto::h1::dispatch::Dispatcher<D,Bs,I,T>::poll_catch
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/proto/h1/dispatch.rs:120:28
  36: <hyper::proto::h1::dispatch::Dispatcher<D,Bs,I,T> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/proto/h1/dispatch.rs:424:9
  37: <hyper::server::conn::ProtoServer<T,B,S,E> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/server/conn.rs:952:47
  38: <hyper::server::conn::upgrades::UpgradeableConnection<I,S,E> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/server/conn.rs:1012:30
  39: <hyper::server::server::new_svc::NewSvcTask<I,N,S,E,W> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/hyper-0.14.19/src/server/server.rs:728:36
  40: tokio::runtime::task::core::CoreStage<T>::poll::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/core.rs:165:17
  41: tokio::loom::std::unsafe_cell::UnsafeCell<T>::with_mut
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/loom/std/unsafe_cell.rs:14:9
  42: tokio::runtime::task::core::CoreStage<T>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/core.rs:155:13
  43: tokio::runtime::task::harness::poll_future::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:470:19
  44: <core::panic::unwind_safe::AssertUnwindSafe<F> as core::ops::function::FnOnce<()>>::call_once
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/core/src/panic/unwind_safe.rs:271:9
  45: std::panicking::try::do_call
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/panicking.rs:492:40
  46: std::panicking::try
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/panicking.rs:456:19
  47: std::panic::catch_unwind
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/panic.rs:137:14
  48: tokio::runtime::task::harness::poll_future
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:458:18
  49: tokio::runtime::task::harness::Harness<T,S>::poll_inner
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:104:27
  50: tokio::runtime::task::harness::Harness<T,S>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:57:15
  51: tokio::runtime::task::raw::RawTask::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/raw.rs:84:18
  52: tokio::runtime::task::LocalNotified<S>::run
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/mod.rs:376:9
  53: tokio::runtime::thread_pool::worker::Context::run_task::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/thread_pool/worker.rs:458:21
  54: tokio::coop::with_budget::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/coop.rs:102:9
  55: std::thread::local::LocalKey<T>::try_with
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/thread/local.rs:445:16
  56: std::thread::local::LocalKey<T>::with
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/thread/local.rs:421:9
  57: tokio::coop::with_budget
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/coop.rs:95:5
  58: tokio::coop::budget
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/coop.rs:72:5
  59: tokio::runtime::thread_pool::worker::Context::run_task
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/thread_pool/worker.rs:434:9
  60: tokio::runtime::thread_pool::worker::Context::run
  61: tokio::runtime::thread_pool::worker::run::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/thread_pool/worker.rs:386:17
  62: tokio::macros::scoped_tls::ScopedKey<T>::set
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/macros/scoped_tls.rs:61:9
  63: tokio::runtime::thread_pool::worker::run
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/thread_pool/worker.rs:383:5
  64: tokio::runtime::thread_pool::worker::Launch::launch::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/thread_pool/worker.rs:362:45
  65: <tokio::runtime::blocking::task::BlockingTask<T> as core::future::future::Future>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/blocking/task.rs:42:21
  66: tokio::runtime::task::core::CoreStage<T>::poll::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/core.rs:165:17
  67: tokio::loom::std::unsafe_cell::UnsafeCell<T>::with_mut
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/loom/std/unsafe_cell.rs:14:9
  68: tokio::runtime::task::core::CoreStage<T>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/core.rs:155:13
  69: tokio::runtime::task::harness::poll_future::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:470:19
  70: <core::panic::unwind_safe::AssertUnwindSafe<F> as core::ops::function::FnOnce<()>>::call_once
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/core/src/panic/unwind_safe.rs:271:9
  71: std::panicking::try::do_call
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/panicking.rs:492:40
  72: std::panicking::try
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/panicking.rs:456:19
  73: std::panic::catch_unwind
             at ./rustc/a55dd71d5fb0ec5a6a3a9e8c27b2127ba491ce52/library/std/src/panic.rs:137:14
  74: tokio::runtime::task::harness::poll_future
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:458:18
  75: tokio::runtime::task::harness::Harness<T,S>::poll_inner
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:104:27
  76: tokio::runtime::task::harness::Harness<T,S>::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/harness.rs:57:15
  77: tokio::runtime::task::raw::RawTask::poll
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/raw.rs:84:18
  78: tokio::runtime::task::UnownedTask<S>::run
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/task/mod.rs:413:9
  79: tokio::runtime::blocking::pool::Task::run
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/blocking/pool.rs:91:9
  80: tokio::runtime::blocking::pool::Inner::run
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/blocking/pool.rs:325:17
  81: tokio::runtime::blocking::pool::Spawner::spawn_thread::{{closure}}
             at ./root/.cargo/registry/src/github.com-1ecc6299db9ec823/tokio-1.19.2/src/runtime/blocking/pool.rs:300:13

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